May-18 LIBOR Replacement: Watchlist

In May, there were continued developments on the LIBOR replacement/reform front:

1M and 3M SOFR Futures began trading on the CME
The ICE announced that 3M SONIA Futures will be traded from June 1st, 2018
The ECB finalized the name of the new unsecured overnight rate, ESTER, which will be produced by 2020

We've updated our handy watchlist with all the latest: WATCHLIST: Replacing LIBOR.

About Epsilon Technologies Group

Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, GSEs, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS, Principia Analytic System, and pasVal as licensed products, and various innovative, bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of independent consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.